Mar 17th, 2007, 12:42 | 只看该作者 #22 |
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谢各位.就是基于TSX提供的十个数据.不停地扫描.这些是公开数据,处理结果是可以合法公开的.使用没有问题.如果成交量大,是有可能发生漏的,但是我看这些天,还没有.没这么密集.而且就这几个接口金融机构.我用的普通ADSL,SHAW,很快能够扫描小一千个股.我的软件刚发现个小BUG,可能影像统计结果,但头几名是肯定不受影像的,下周应该就更精确了. 判断标准就是对短线的理解.我不懂长线.但我知道有很多人是靠金融公司提供资金操盘自己拿提成的,他们不太可能用长线,而且他们关心的热点流动性非常大,所以我尽快找到他们,然后跟,马上抛出,别给套了.每天有点小利.长期看,争取7成的赢就可以了.数据其实在ET时间1030-1130更重要,这是当天进货要拉的,基本跑不了.收前的囤积离散性太大了.但我提供的是收盘的信息.仅仅供各位老大参考.绝对是仅仅供参考,还是有用的,哈哈.数据是公开的,关键是自己的理解.大家可以多交流.有好的想法我可以做成程序. |
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Mar 17th, 2007, 13:44 | 只看该作者 #24 |
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拿你最后一组数据里的一条为例,能否请VAN兄解释 TJS.V[ 98] Transaction= 10 TotalCost= 13320.00 Shares= 37000 AveragePrice= 0.360 Total Volume=384188 Last Volume = 90127.98 TJS我盯盘一天,我想问一下,VAN兄的这组数据基于什么一个时间段?TOTAL VOLUME是指统计时间范围内的成交量? LAST VOLUME是指最后一笔成交量?TRANSACTION是指最后10笔交易?如果不能清楚的知道每个数据的具体含义,会很CONFUSING。谢谢。 |
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Mar 17th, 2007, 16:24 | 只看该作者 #26 |
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问题的回答
可否说说你尾盘杀入的标准? ==收低,频繁,量大,前期没有腰側的记录才能入选.然后就是看运气了. 咱们合伙把stockwatch的连接搞定,通过它可以得到日交易数据,可以跟踪机构活动?--如果有实时数据,特别是有ASK/BID的数据,我看就可以做成自动操作股票买卖的了. IB提供开发接口,俺正的看呢!-给我网页连接?我想看看.很有兴趣.我现在最想有的就是ASK/BID的实时数据 拿你最后一组数据里的一条为例,能否请VAN兄解释 TJS.V[ 98] Transaction= 10[最后阶段的总成交笔,必须大于10] TotalCost= 13320.00 [最后阶段的总交易钱数]Shares= 37000最后阶段的总股数 AveragePrice= 0.360 Total Volume=384188[开盘到现在的总笔数] Last Volume = 90127.98[目前是ET时间12:20到现在的总笔数,目的是避免开盘时的对敲等不实数据.但以后就是全天]这些判断逻辑,参数是可以人为设置的.我保存有这些天的数据,可以随时装入,利用新的判断想法来计算结果,再和股票的历史图形对照就可以看新的判断方法好用不.我刚发现个软件BUG,但不影像大的统计结果,所以我提供的数据有一定误差.非常抱歉.但偏差不会很大. TJS我盯盘一天,我想问一下,VAN兄的这组数据基于什么一个时间段?TOTAL VOLUME是指统计时间范围内的成交量? LAST VOLUME是指最后一笔成交量?TRANSACTION是指最后10笔交易?如果不能清楚的知道每个数据的具体含义,会很CONFUSING。谢谢。--你可能有L2数据,我现在都没见过L2是什么样的,哈哈.所以我只能从历史数据看,起码要延迟一两个小时.,然后推断,有点怡笑大方了.如果有实时数据,那做成程序,找到趋势就好做多了. |
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Mar 20th, 2007, 02:03 | 只看该作者 #31 |
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使用效果小结
对最近五天的数据效果看,当天开盘价格到最高价之间价格提高一分以上的统计效果.注意这是短线,有小利润就成但可以无数次重复的短线交易. 数据中,1+表示一天内能够出货,2+表示两天内,XX表示不能出.??表示还没有最终结果.需要注意的是一旦建仓,在两天之内必须出,否则以市场价格无条件出. 筛选标准就是规模>25K$,收低最好.有兴趣请自己看图.我做推断不行,那就提供数据吧.各位海涵. 还有新的判断标准,实验中. 19/3 TTQ.V[ 90]连建三天 Transaction= 10 TotalCost= 59849.00 Shares= 74800 AveragePrice= 0.800 Total Volume=174300 Last Volume = 124184.00 SYH.V[414]不建议购买 Transaction= 10 TotalCost= 38915.00 Shares= 210000 AveragePrice= 0.185 Total Volume=321625 Last Volume = 55975.00 CML.V[106]不建议购买 Transaction= 10 TotalCost= 36000.00 Shares= 60000 AveragePrice= 0.600 Total Volume=155300 Last Volume = 62721.00 OK.V[622] Transaction= 10 TotalCost= 35130.00 Shares= 47000 AveragePrice= 0.747 Total Volume=192800 Last Volume = 142139.00 CHD.T[708] Transaction= 11 TotalCost= 31985.00 Shares= 41500 AveragePrice= 0.771 Total Volume=62000 Last Volume = 47990.00 TLV.V[ 89]可以进 Transaction= 10 TotalCost= 30090.00 Shares= 40000 AveragePrice= 0.752 Total Volume=145000 Last Volume = 109945.00 YZC.V[793] Transaction= 10 TotalCost= 24430.00 Shares= 111000 AveragePrice= 0.220 Total Volume=204000 Last Volume = 36342.50 RSG.V[116]固定范围内振荡 Transaction= 10 TotalCost= 19647.35 Shares= 59070 AveragePrice= 0.333 Total Volume=156720 Last Volume = 48287.35 NWI.T[251]反弹 Transaction= 10 TotalCost= 19080.00 Shares= 45500 AveragePrice= 0.419 Total Volume=206000 Last Volume = 79782.50 QRL.T[402]反弹 Transaction= 10 TotalCost= 18550.00 Shares= 123000 AveragePrice= 0.151 Total Volume=201100 Last Volume = 31013.50 URA.V[171]反弹 Transaction= 10 TotalCost= 16763.00 Shares= 28100 AveragePrice= 0.597 Total Volume=170100 Last Volume = 64223.00 CBS.V[ 88] Transaction= 10 TotalCost= 16270.00 Shares= 48000 AveragePrice= 0.339 Total Volume=177500 Last Volume = 58345.00 SI.T[827] Transaction= 10 TotalCost= 12185.00 Shares= 48000 AveragePrice= 0.254 Total Volume=91800 Last Volume = 22360.00 16/3 fri CML.V[106]1+ Transaction= 10 TotalCost= 85480.00 Shares= 151000 AveragePrice= 0.566 Total Volume=632510 Last Volume = 148314.34 PLE.V[397]1+ Transaction= 16 TotalCost= 64920.00 Shares= 100000 AveragePrice= 0.649 Total Volume=381700 Last Volume = 136060.00 CJB.T[571]?? Transaction= 10 TotalCost= 63183.00 Shares= 74300 AveragePrice= 0.850 Total Volume=188285 Last Volume = 158814.25 TTQ.V[ 90]?? Transaction= 12 TotalCost= 57365.00 Shares= 70500 AveragePrice= 0.814 Total Volume=230200 Last Volume = 138160.00 OK.V[622]1+ Transaction= 10 TotalCost= 48432.00 Shares= 70400 AveragePrice= 0.688 Total Volume=289400 Last Volume = 140303.00 TIM.T[ 40]?? Transaction= 10 TotalCost= 47945.00 Shares= 73500 AveragePrice= 0.652 Total Volume=299000 Last Volume = 98130.00 GRW.V[ 92]?? Transaction= 13 TotalCost= 44050.00 Shares= 235000 AveragePrice= 0.187 Total Volume=826000 Last Volume = 85860.00 CYP.V[ 93]1+ Transaction= 16 TotalCost= 38730.00 Shares= 90500 AveragePrice= 0.428 Total Volume=326050 Last Volume = 65162.50 SVU.T[784]1+ Transaction= 10 TotalCost= 31435.00 Shares= 69500 AveragePrice= 0.452 Total Volume=167700 Last Volume = 61773.00 RSG.V[116]1+ Transaction= 12 TotalCost= 27565.00 Shares= 78500 AveragePrice= 0.351 Total Volume=298700 Last Volume = 75555.00 CVV.V[191]1+ Transaction= 12 TotalCost= 26257.20 Shares= 42170 AveragePrice= 0.623 Total Volume=231220 Last Volume = 50607.20 GFG.V[ 97]?? Transaction= 10 TotalCost= 22835.00 Shares= 42500 AveragePrice= 0.537 Total Volume=214925 Last Volume = 76545.00 BRT.T[587] Transaction= 10 TotalCost= 21407.50 Shares= 74500 AveragePrice= 0.287 Total Volume=167900 Last Volume = 21407.50 TJS.V[ 98] Transaction= 10 TotalCost= 13320.00 Shares= 37000 AveragePrice= 0.360 Total Volume=384188 Last Volume = 90127.98 NWI.T[251] Transaction= 10 TotalCost= 12052.44 Shares= 29384 AveragePrice= 0.410 Total Volume=145884 Last Volume = 37442.44 LPX.T[534] Transaction= 10 TotalCost= 7701.00 Shares= 17000 AveragePrice= 0.453 Total Volume=133150 Last Volume = 35881.00 15/3 CYP.V[388]1+ Transaction= 10 TotalCost= 36767.50 Shares= 83500 AveragePrice= 0.440 Total Volume=327500 Last Volume = 76067.50 NWI.T[ 82]xx Transaction= 10 TotalCost= 33840.00 Shares= 78000 AveragePrice= 0.434 Total Volume=204950 Last Volume = 61467.50 TTQ.V[357]1+ Transaction= 10 TotalCost= 30325.00 Shares= 36000 AveragePrice= 0.842 Total Volume=287500 Last Volume = 99485.00 QRL.T[244]xx Transaction= 16 TotalCost= 29158.50 Shares= 171050 AveragePrice= 0.170 Total Volume=333050 Last Volume = 29158.50 TJS.V[424]xx Transaction= 10 TotalCost= 24520.00 Shares= 59000 AveragePrice= 0.416 Total Volume=227500 Last Volume = 45290.00 CBS.V[425]xx Transaction= 10 TotalCost= 23797.50 Shares= 68500 AveragePrice= 0.347 Total Volume=310000 Last Volume = 56062.50 BTC.V[ 11]xx Transaction= 10 TotalCost= 22550.00 Shares= 28500 AveragePrice= 0.791 Total Volume=122000 Last Volume = 62475.00 CMM.V[163]xx Transaction= 14 TotalCost= 19392.16 Shares= 22838 AveragePrice= 0.849 Total Volume=152838 Last Volume = 92437.16 FWR.V[762]1+ Transaction= 10 TotalCost= 16170.00 Shares= 98000 AveragePrice= 0.165 Total Volume=615000 Last Volume = 60960.00 YM.T[308]1+ Transaction= 11 TotalCost= 10560.60 Shares= 31155 AveragePrice= 0.339 Total Volume=107995 Last Volume = 21356.60 AHX.T[417]1+ Transaction= 10 TotalCost= 10152.00 Shares= 20200 AveragePrice= 0.503 Total Volume=40768 Last Volume = 21168.00 LPX.T[401]xx Transaction= 10 TotalCost= 8261.50 Shares= 18700 AveragePrice= 0.442 Total Volume=95300 Last Volume = 21568.25 APP.V[352]xx Transaction= 10 TotalCost= 7892.50 Shares= 41500 AveragePrice= 0.190 Total Volume=299250 Last Volume = 11755.00 14/3 EXM.V[940]1+ Transaction= 10 TotalCost= 60735.00 Shares= 102000 AveragePrice= 0.595 Total Volume=241200 Last Volume = 60735.00 BTC.V[ 17]1+ Transaction= 10 TotalCost= 58345.00 Shares= 86500 AveragePrice= 0.675 Total Volume=235000 Last Volume = 86735.00 SLT.V[108]XX Transaction= 10 TotalCost= 40300.00 Shares= 140000 AveragePrice= 0.288 Total Volume=344500 Last Volume = 69287.50 NOT.V[651]2+ Transaction= 10 TotalCost= 28704.00 Shares= 45100 AveragePrice= 0.636 Total Volume=116450 Last Volume = 35004.00 RSG.V[255]1+ Transaction= 10 TotalCost= 26160.00 Shares= 75000 AveragePrice= 0.349 Total Volume=217800 Last Volume = 45292.50 QRL.T[249]xx Transaction= 10 TotalCost= 12886.00 Shares= 75800 AveragePrice= 0.170 Total Volume=247000 Last Volume = 23664.00 DFI.T[910]1+ Transaction= 10 TotalCost= 12650.00 Shares= 57500 AveragePrice= 0.220 Total Volume=182000 Last Volume = 12650.00 13/3 tue CNU.V[170]1+ Transaction= 10 TotalCost= 65936.00 Shares= 110150 AveragePrice= 0.599 Total Volume=353350 Last Volume = 109965.00 CPQ.V[171]1+ Transaction= 10 TotalCost= 65936.00 Shares= 110150 AveragePrice= 0.599 Total Volume=305850 Last Volume = 100975.00 PLE.V[243]2+ Transaction= 10 TotalCost= 37322.00 Shares= 67725 AveragePrice= 0.551 Total Volume=446025 Last Volume = 119202.00 TEL.V[116]2+ Transaction= 10 TotalCost= 29405.00 Shares= 39000 AveragePrice= 0.754 Total Volume=210600 Last Volume = 135495.00 GU.V[ 56]1+ Transaction= 11 TotalCost= 25552.50 Shares= 65500 AveragePrice= 0.390 Total Volume=543800 Last Volume = 89782.50 NWI.T[ 87]3+ Transaction= 12 TotalCost= 23601.89 Shares= 53694 AveragePrice= 0.440 Total Volume=279792 Last Volume = 42349.39 IRK.V[ 64]1+ Transaction= 14 TotalCost= 22335.00 Shares= 75000 AveragePrice= 0.298 Total Volume=169350 Last Volume = 35435.00 CBP.V[ 2]2+ Transaction= 10 TotalCost= 21665.00 Shares= 40000 AveragePrice= 0.542 Total Volume=320360 Last Volume = 116745.80 SUV.V[114]XX Transaction= 10 TotalCost= 21470.00 Shares= 42000 AveragePrice= 0.511 Total Volume=226700 Last Volume = 119050.00 IEA.V[ 61]XX Transaction= 10 TotalCost= 20897.50 Shares= 88500 AveragePrice= 0.236 Total Volume=560750 Last Volume = 80100.00 FCO.T[ 42]2+ Transaction= 11 TotalCost= 20428.52 Shares= 32628 AveragePrice= 0.626 Total Volume=297178 Last Volume = 73918.52 RSG.V[254]2+ Transaction= 10 TotalCost= 19972.50 Shares= 55500 AveragePrice= 0.360 Total Volume=446500 Last Volume = 91895.00 |
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Mar 21st, 2007, 00:33 | 只看该作者 #33 |
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个人对明天21/3的估计,仅仅供参考
PLE.V[397] Transaction= 10 TotalCost= 57885.00 Shares= 113500 AveragePrice= 0.510 Total Volume=277600 Last Volume = 108899.00 TTQ.V[ 90] Transaction= 10 TotalCost= 39875.00 Shares= 52000 AveragePrice= 0.767 Total Volume=159450 Last Volume = 97200.00 CJB.T[571] Transaction= 11 TotalCost= 43538.00 Shares= 49500 AveragePrice= 0.880 Total Volume=340900 Last Volume = 89767.00 RSG.V[116]反弹0.31-0.33 Transaction= 10 TotalCost= 33728.71 Shares= 101391 AveragePrice= 0.333 Total Volume=366391 Last Volume = 69238.71 水平有限,实在抱歉的紧. |
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Mar 23rd, 2007, 02:05 | 只看该作者 #36 |
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22/03收盘是各个股票接受总的资金汇总
CCJ.T[753]xx Transaction= 10 TotalCost= 249240.00 Shares= 402000 AveragePrice= 0.620 Total Volume=1448000 Last Volume = 884965.00 CCZ.V[754]xx Transaction= 10 TotalCost= 249240.00 Shares= 402000 AveragePrice= 0.620 Total Volume=470000 Last Volume = 261045.00 THV.V[348] Transaction= 16 TotalCost= 77505.00 Shares= 264500 AveragePrice= 0.293 Total Volume=462000 Last Volume = 89952.50 CMD.V[258] Transaction= 10 TotalCost= 73945.00 Shares= 110000 AveragePrice= 0.672 Total Volume=199333 Last Volume = 102618.16 TTQ.V[ 41] Transaction= 10 TotalCost= 68540.00 Shares= 84000 AveragePrice= 0.816 Total Volume=325500 Last Volume = 257315.00 CBP.V[255]++ Transaction= 10 TotalCost= 52960.00 Shares= 105000 AveragePrice= 0.504 Total Volume=241750 Last Volume = 98215.00 SSS.V[675]++ Transaction= 10 TotalCost= 52110.00 Shares= 66000 AveragePrice= 0.790 Total Volume=116000 Last Volume = 53510.00 CML.V[ 30] Transaction= 10 TotalCost= 33185.00 Shares= 42100 AveragePrice= 0.788 Total Volume=207225 Last Volume = 161171.25 PLE.V[461]++ Transaction= 10 TotalCost= 30692.50 Shares= 64000 AveragePrice= 0.480 Total Volume=101500 Last Volume = 49275.00 ROI.V[ 75]++ Transaction= 10 TotalCost= 29927.25 Shares= 127950 AveragePrice= 0.234 Total Volume=396450 Last Volume = 56369.75 CBS.V[ 29]++ Transaction= 10 TotalCost= 26442.50 Shares= 73500 AveragePrice= 0.360 Total Volume=176000 Last Volume = 62625.00 BLK.V[ 38]++ Transaction= 10 TotalCost= 25985.00 Shares= 84000 AveragePrice= 0.309 Total Volume=154000 Last Volume = 48222.50 UNB.V[ 34]++ Transaction= 10 TotalCost= 23935.00 Shares= 56000 AveragePrice= 0.427 Total Volume=250000 Last Volume = 99320.00 GRH.V[909] Transaction= 10 TotalCost= 19415.00 Shares= 72000 AveragePrice= 0.270 Total Volume=154500 Last Volume = 40452.50 这里是各个股票接受的资金(交易额)派名,不是各个金融机构支出现金多少的统计.使用时,看股票名称就可以,后面信息是分析用的,我是直接COPYPASTE,就没有省略. 我个人看,明天有希望的是标++的,我的水平有限,请各位见谅,并看图自己分析做决定. |
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